Data Scientist assisting with prospective analysis and risk parameter modelling for Desjardins Group. Developing econometric models and projecting financial risks to support strategic management.
Responsibilities
Design, use and develop econometric projection models for risk parameters and diligently prepare associated documentation.
Develop tools to project and integrate risks with aggregated risk and financial measures.
Calculate forward-looking risk information used to calculate IFRS 9 provisions.
Calculate expected loss projections and IFRS 9 provisions as part of various forward-looking analyses, including budget exercises and stress testing.
Balance business needs, risk management, requirements and best practices.
Contribute to projects, mandates or activities in your field of expertise.
Monitor the industry to understand and anticipate trends in your field of expertise to develop and update relevant best practices for the organization
Requirements
Bachelor's degree in a related field
A minimum of four years of relevant experience
Experience quantifying risks and/or capital
Experience in econometric and statistical modelling
Knowledge of French is required
Intermediate advanced proficiency of English due to the nature of the duties or work tools or because the position involves interactions with English-speaking partners, members and/or clients
Proficiency with SAS, SQL and Python programming tools
Knowledge of risk and macroeconomic concepts
Knowledge of Basel standards and IFRS 9
Benefits
Competitive salary and annual bonus
4 weeks of flexible vacation starting in the first year
Defined benefit pension plan that provides predictable, stable income throughout retirement
Group insurance including telemedicine
Reimbursement of health and wellness expenses and telework equipment
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